TDA 29, FTA Credit Ratings

Maturity Date: 28-Feb-2050
Currency: EUR
Amount: 348,300,000
Coupon Rate: 3 Month EURIBOR + .14%
Deal Review: 14-Apr-2015
Placement: Public

Deal: TDA 29, FTA
Class: Class A2

21-Feb-2025
AAAsf
Affirmed
Long Term Rating

Rating History

Country of Assets: Spain
Sectors: Structured Finance; Structured Finance: RMBS
Disclosures: EU Issued, UK Endorsed; Solicited by or on behalf of the issuer (sell side)

fltg-rate notes
ISIN: ES0377931011 (Public)

Maturity Date: 28-Feb-2050
Currency: EUR
Amount: 435,000,000
Coupon Rate: 3 Month EURIBOR + .2%
Deal Review: 14-Apr-2015
Placement: Public

Deal: TDA 29, FTA
Class: Class B

21-Feb-2025
AAAsf
Affirmed
Long Term Rating

Rating History

Country of Assets: Spain
Sectors: Structured Finance; Structured Finance: RMBS
Disclosures: EU Issued, UK Endorsed; Solicited by or on behalf of the issuer (sell side)

fltg-rate notes
ISIN: ES0377931029 (Public)

Maturity Date: 28-Feb-2050
Currency: EUR
Amount: 17,400,000
Coupon Rate: 3 Month EURIBOR + .5%
Deal Review: 14-Apr-2015
Placement: Public

Deal: TDA 29, FTA
Class: Class C

21-Feb-2025
Asf
Affirmed
Long Term Rating

Rating History

Country of Assets: Spain
Sectors: Structured Finance; Structured Finance: RMBS
Disclosures: EU Issued, UK Endorsed; Solicited by or on behalf of the issuer (sell side)

fltg-rate notes
ISIN: ES0377931037 (Public)

Maturity Date: 28-Feb-2050
Currency: EUR
Amount: 9,300,000
Coupon Rate: 3 Month EURIBOR + .85%
Deal Review: 14-Apr-2015
Placement: Public

Deal: TDA 29, FTA
Class: Class D

21-Feb-2025
CCCsf
Affirmed
Long Term Rating

Rating History

Country of Assets: Spain
Sectors: Structured Finance; Structured Finance: RMBS
Disclosures: EU Issued, UK Endorsed; Solicited by or on behalf of the issuer (sell side)

fltg-rate notes
ISIN: ES0377931045 (Public)

Maturity Date: 28-Feb-2050
Currency: EUR
Amount: 4,900,000
Coupon Rate: 3 Month EURIBOR + 3.5%
Deal Review: 14-Apr-2015
Placement: Public

Page

of 1

05Disclosures

Endorsement Status
EU Issued, UK Endorsed

Country of ��ֳ� Office
SPAIN

Solicitation Status
Long Term Rating	Solicited - Sell Side

Country of Analyst
SPAIN

06Criteria

14Jan
2025

Expired Criteria

Structured Finance and Covered Bonds Interest Rate Stresses Rating Criteria - Effective from 4 October 2024 to 24 October 2024

More Criteria

07Analysts

Alvaro Rubio Barcena
Surveillance Analyst

08Surveillance

DEAL	DATE	REPORT NAME	REPORT TYPE
TDA 29, FTA	30-Apr-2025		SURVEILLANCE

Credit-Relevant ESG Scale

How relevant are E, S and G issues to the overall credit rating?

5		Highly relevant, a key rating driver that has a significant impact on the rating on an individual basis. Equivalent to "higher" relative importance within Navigator.
4		Relevant to rating, not a key rating driver but has an impact on the rating in combination with other factors. Equivalent to "moderate" relative importance within Navigator
3		Minimally relevant to rating, either very low impact or actively managed in a way that results in no impact on the entity rating. Equivalent to "lower" relative importance within Navigator.
2		Irrelevant to the entity rating but relevant to the sector.
1		Irrelevant to the entity rating and irrelevant to the sector

* ESG Relevance is applicable for international scale ratings only

Ratings Key	Outlook	Watch
Positive
Negative
Evolving
Stable

* Ratings displayed in orange denotes EU or UK Unsolicited and Non-Participatory Ratings

Where there was a review with no rating action (Review �C No Action), please refer to the ��Latest Rating Action Commentary�� for an explanation of key rating drivers

*Premium Content is displayed in ��ֳ� Red